+2,588.4%
ETR vs SPY
+3,034.0%
-445.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.2% | +2.6% | -1.4% | -0.2% |
| 30D | +7.0% | -2.0% | +9.0% | +8.0% |
| 3M | +4.6% | -2.8% | +7.4% | +6.0% |
| 6M | +0.1% | +2.1% | -2.0% | -1.3% |
| YTD | +23.2% | +11.5% | +11.7% | +15.6% |
| 1Y | +20.6% | +13.5% | +7.1% | +12.1% |
| 3Y | +156.3% | +77.7% | +78.6% | +84.5% |
| 5Y | +159.6% | +72.6% | +87.0% | +87.9% |
| 10Y | +377.1% | +308.2% | +68.9% | +118.8% |
| All | +2,588.4% | +3,034.0% | -445.6% | +286.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling